22.20 Use the Black-Scholes model to price a call with the following characteristics: Stock price = $52

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22.20 Use the Black-Scholes model to price a call with the following characteristics:

Stock price = $52 Strike price = $48 Time to expiration = 120 days Stock-price variance= 0.04 Risk-free interest rate = 0.05

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Corporate Finance

ISBN: 9780071229036

6th International Edition

Authors: Stephen Ross, Randolph Westerfield, Jeffrey Jaffe

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Question Posted: Jul 26, 2024 03:01 AM

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22.20 Use the Black-Scholes model to price a call with the following characteristics: Stock price = $52

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Corporate Finance

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